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4 repositories

heavy-tail
Public
covariance estimation in the presence of heavy tails and outliers
0•0•0•0•Updated Jul 8, 2025Jul 8, 2025
quantfinlib
Public
Fundamental package for quantitative finance with Python.
simulation clustering cross-validation quantitative-finance feature-engineering algorithmic-trading stochastic-processes financial-markets backtesting market-microstructure
Python
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MIT License
•1•6•0•0•Updated Dec 18, 2024Dec 18, 2024
screamer
Public
Screamingly fast streaming indicators with C++ performance and Python simplicity.
trading quantitative-finance algorithmic-trading streaming-algorithms streaming-data quantitative-trading quant-trading
C++
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MIT License
•1•3•0•0•Updated Nov 23, 2024Nov 23, 2024
skpcp
Public
python library for principal component pursuit
machine-learning linear-algebra principal-components
Python
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MIT License
•0•0•0•0•Updated Oct 17, 2024Oct 17, 2024